akshare 0.1.2

100% pure Rust implementation of akshare — unified access to Chinese and global financial market data APIs
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229

//! SSE and SZSE current day option contracts.

use serde::Deserialize;

use crate::client::AkShareClient;
use crate::error::{Error, Result};

// ---------------------------------------------------------------------------
// Wire types — SSE
// ---------------------------------------------------------------------------

#[derive(Debug, Deserialize)]
struct SseQueryEnvelope {
    result: Option<Vec<serde_json::Value>>,
}

// ---------------------------------------------------------------------------
// Return types
// ---------------------------------------------------------------------------

/// SSE current day option contract info.
#[derive(Debug, Clone, serde::Serialize, serde::Deserialize)]
pub struct OptionCurrentDaySse {
    /// Contract code.
    pub security_id: String,
    /// Contract trading code.
    pub contract_id: String,
    /// Contract short name.
    pub contract_symbol: String,
    /// Underlying name and code.
    pub underlying: String,
    /// Type (call/put).
    pub call_or_put: String,
    /// Exercise price.
    pub exercise_price: f64,
    /// Contract unit.
    pub contract_unit: f64,
    /// Exercise date.
    pub end_date: String,
    /// Delivery date.
    pub delivery_date: String,
    /// Expiry date.
    pub expire_date: String,
    /// Start date.
    pub start_date: String,
}

/// SZSE current day option contract info.
#[derive(Debug, Clone, serde::Serialize, serde::Deserialize)]
pub struct OptionCurrentDaySzse {
    /// Sequence number.
    pub index: i64,
    /// Contract code.
    pub contract_code: String,
    /// Contract trading code.
    pub contract_id: String,
    /// Contract short name.
    pub contract_name: String,
    /// Underlying name and code.
    pub underlying: String,
    /// Contract type.
    pub contract_type: String,
    /// Exercise price.
    pub exercise_price: f64,
    /// Contract unit.
    pub contract_unit: f64,
    /// Last trading day.
    pub last_trade_date: String,
    /// Exercise day.
    pub exercise_date: String,
    /// Expiry date.
    pub expire_date: String,
    /// Delivery date.
    pub delivery_date: String,
    /// Upper limit price.
    pub upper_limit_price: f64,
    /// Lower limit price.
    pub lower_limit_price: f64,
    /// Previous settlement price.
    pub prev_settlement: f64,
    /// Total open interest.
    pub total_open_interest: f64,
    /// Trading days until expiry.
    pub remaining_trade_days: i64,
    /// Calendar days until expiry.
    pub remaining_calendar_days: i64,
    /// Trade date.
    pub trade_date: String,
}

// ---------------------------------------------------------------------------
// Implementation
// ---------------------------------------------------------------------------

impl AkShareClient {
    /// SSE current day option contracts.
    ///
    /// Fetches all option contracts listed for the current trading day from SSE.
    pub async fn option_current_day_sse(&self) -> Result<Vec<OptionCurrentDaySse>> {
        let url = "http://query.sse.com.cn/commonQuery.do";

        let resp: SseQueryEnvelope = self
            .get(url)
            .query(&[
                ("isPagination", "false"),
                ("expireDate", ""),
                ("securityId", ""),
                ("sqlId", "SSE_ZQPZ_YSP_GGQQZSXT_XXPL_DRHY_SEARCH_L"),
            ])
            .header("Referer", "http://www.sse.com.cn/")
            .send()
            .await
            .map_err(Error::from)?
            .json()
            .await
            .map_err(Error::from)?;

        let data = resp.result.unwrap_or_default();
        let mut rows = Vec::with_capacity(data.len());

        for item in &data {
            rows.push(OptionCurrentDaySse {
                security_id: json_str(item, "SECURITY_ID"),
                contract_id: json_str(item, "CONTRACT_ID"),
                contract_symbol: json_str(item, "CONTRACT_SYMBOL"),
                underlying: json_str(item, "SECURITYNAMEBYID"),
                call_or_put: json_str(item, "CALL_OR_PUT"),
                exercise_price: json_f64(item, "EXERCISE_PRICE"),
                contract_unit: json_f64(item, "CONTRACT_UNIT"),
                end_date: json_str(item, "END_DATE"),
                delivery_date: json_str(item, "DELIVERY_DATE"),
                expire_date: json_str(item, "EXPIRE_DATE"),
                start_date: json_str(item, "START_DATE"),
            });
        }

        Ok(rows)
    }

    /// SZSE current day option contracts.
    ///
    /// Fetches all option contracts listed for the current trading day from SZSE.
    pub async fn option_current_day_szse(&self) -> Result<Vec<OptionCurrentDaySzse>> {
        let url = "https://www.sse.org.cn/api/report/ShowReport";

        let body = self
            .get(url)
            .query(&[
                ("SHOWTYPE", "JSON"),
                ("CATALOGID", "option_drhy"),
                ("TABKEY", "tab1"),
            ])
            .send()
            .await
            .map_err(Error::from)?
            .text()
            .await
            .map_err(Error::from)?;

        // SZSE returns a JSON array (sometimes wrapped in a specific format)
        let json_val: serde_json::Value = serde_json::from_str(&body)
            .map_err(|e| Error::decode(format!("szse option json: {e}")))?;

        // Try to extract data from the response
        let data = if let Some(arr) = json_val.as_array() {
            arr.first()
                .and_then(|v| v.get("data"))
                .and_then(|d| d.as_array())
                .cloned()
                .unwrap_or_default()
        } else {
            vec![]
        };

        let mut rows = Vec::with_capacity(data.len());
        for item in &data {
            rows.push(OptionCurrentDaySzse {
                index: json_i64(item, "\u{5e8f}\u{53f7}"),
                contract_code: json_str(item, "\u{5408}\u{7ea6}\u{7f16}\u{7801}"),
                contract_id: json_str(item, "\u{5408}\u{7ea6}\u{4ee3}\u{7801}"),
                contract_name: json_str(item, "\u{5408}\u{7ea6}\u{7b80}\u{79f0}"),
                underlying: json_str(item, "\u{6807}\u{7684}\u{8bc1}\u{5238}\u{7b80}\u{79f0}(\u{4ee3}\u{7801})"),
                contract_type: json_str(item, "\u{5408}\u{7ea6}\u{7c7b}\u{578b}"),
                exercise_price: json_f64(item, "\u{884c}\u{6743}\u{4ef7}"),
                contract_unit: json_f64(item, "\u{5408}\u{7ea6}\u{5355}\u{4f4d}"),
                last_trade_date: json_str(item, "\u{6700}\u{540e}\u{4ea4}\u{6613}\u{65e5}"),
                exercise_date: json_str(item, "\u{884c}\u{6743}\u{65e5}"),
                expire_date: json_str(item, "\u{5230}\u{671f}\u{65e5}"),
                delivery_date: json_str(item, "\u{4ea4}\u{6536}\u{65e5}"),
                upper_limit_price: json_f64(item, "\u{6da8}\u{505c}\u{4ef7}\u{683c}"),
                lower_limit_price: json_f64(item, "\u{8dcc}\u{505c}\u{4ef7}\u{683c}"),
                prev_settlement: json_f64(item, "\u{524d}\u{7ed3}\u{7b97}\u{4ef7}"),
                total_open_interest: json_f64(item, "\u{5408}\u{7ea6}\u{603b}\u{6301}\u{4ed3}"),
                remaining_trade_days: json_i64(item, "\u{5408}\u{7ea6}\u{5230}\u{671f}\u{5269}\u{4f59}\u{4ea4}\u{6613}\u{5929}\u{6570}"),
                remaining_calendar_days: json_i64(item, "\u{5408}\u{7ea6}\u{5230}\u{671f}\u{5269}\u{4f59}\u{81ea}\u{7136}\u{5929}\u{6570}"),
                trade_date: json_str(item, "\u{4ea4}\u{6613}\u{65e5}\u{671f}"),
            });
        }

        Ok(rows)
    }
}

// ---------------------------------------------------------------------------
// Helpers
// ---------------------------------------------------------------------------

fn json_str(v: &serde_json::Value, key: &str) -> String {
    v.get(key)
        .and_then(|x| x.as_str())
        .unwrap_or("")
        .to_string()
}

fn json_f64(v: &serde_json::Value, key: &str) -> f64 {
    match v.get(key) {
        Some(serde_json::Value::Number(n)) => n.as_f64().unwrap_or(0.0),
        Some(serde_json::Value::String(s)) => s.trim().parse::<f64>().unwrap_or(0.0),
        _ => 0.0,
    }
}

fn json_i64(v: &serde_json::Value, key: &str) -> i64 {
    match v.get(key) {
        Some(serde_json::Value::Number(n)) => n.as_i64().unwrap_or(0),
        Some(serde_json::Value::String(s)) => s.trim().parse::<i64>().unwrap_or(0),
        _ => 0,
    }
}